Description Usage Arguments Details Value Author(s) See Also Examples

The default method constructs a FAmodel. Other methods extract a FAmodel from an object.

1 2 3 4 5 6 |

`obj` |
The loadings matrix ( |

`Omega` |
Covariance of the idiosyncratic term. |

`Phi` |
Covariance of the factors. |

`LB` |
Factor score predictor matrix. |

`LB.std` |
The standardized factor score predictor matrix. |

`stats` |
An optional list of statistics from model estimation. |

`...` |
arguments passed to other methods or stored in the object. |

The default method is the constructor for `FAmodel`

objects. Other
methods extract a `FAmodel`

object from other objects that contain one.
The loadings must be supplied to the default method. Omega,
Phi, and LB are included when the object comes from an estimation method, but
are not necessary when the object is being specified in order to simulate.
The model is defined by

*
y(t) = B f(t) + eps(t),*

where the factors *f(t)* have covariance *Phi*
and *eps(t)* have covariance *Omega*.
The loadings matrix *B* is *M x k*, where *M*
is the number of indicator variables
(the number of indicators in *y*) and *k* is the number of
factors.

A FAmodel.

Paul Gilbert

1 2 3 4 5 6 7 8 9 10 |

```
Loading required package: GPArotation
Loading required package: dse
Loading required package: tfplot
Loading required package: tframe
Attaching package: 'dse'
The following objects are masked from 'package:stats':
acf, simulate
Loading required package: EvalEst
$loadings
[,1] [,2]
[1,] 0.9 0.1
[2,] 0.8 0.2
[3,] 0.7 0.3
[4,] 0.5 0.5
[5,] 0.3 0.7
[6,] 0.1 0.9
$Omega
NULL
$Phi
NULL
$LB
NULL
$LB.std
NULL
$stats
NULL
attr(,"class")
[1] "FAmodel"
[,1] [,2]
[1,] 0.9 0.1
[2,] 0.8 0.2
[3,] 0.7 0.3
[4,] 0.5 0.5
[5,] 0.3 0.7
[6,] 0.1 0.9
```

tsfa documentation built on May 29, 2017, 6 p.m.

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